Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
5,852.0 |
5,943.0 |
91.0 |
1.6% |
6,112.5 |
High |
6,020.0 |
6,096.0 |
76.0 |
1.3% |
6,207.5 |
Low |
5,850.0 |
5,912.0 |
62.0 |
1.1% |
5,557.0 |
Close |
6,000.5 |
6,042.5 |
42.0 |
0.7% |
5,722.0 |
Range |
170.0 |
184.0 |
14.0 |
8.2% |
650.5 |
ATR |
155.4 |
157.5 |
2.0 |
1.3% |
0.0 |
Volume |
280,354 |
203,062 |
-77,292 |
-27.6% |
1,395,948 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,568.8 |
6,489.7 |
6,143.7 |
|
R3 |
6,384.8 |
6,305.7 |
6,093.1 |
|
R2 |
6,200.8 |
6,200.8 |
6,076.2 |
|
R1 |
6,121.7 |
6,121.7 |
6,059.4 |
6,161.3 |
PP |
6,016.8 |
6,016.8 |
6,016.8 |
6,036.6 |
S1 |
5,937.7 |
5,937.7 |
6,025.6 |
5,977.3 |
S2 |
5,832.8 |
5,832.8 |
6,008.8 |
|
S3 |
5,648.8 |
5,753.7 |
5,991.9 |
|
S4 |
5,464.8 |
5,569.7 |
5,941.3 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,780.3 |
7,401.7 |
6,079.8 |
|
R3 |
7,129.8 |
6,751.2 |
5,900.9 |
|
R2 |
6,479.3 |
6,479.3 |
5,841.3 |
|
R1 |
6,100.7 |
6,100.7 |
5,781.6 |
5,964.8 |
PP |
5,828.8 |
5,828.8 |
5,828.8 |
5,760.9 |
S1 |
5,450.2 |
5,450.2 |
5,662.4 |
5,314.3 |
S2 |
5,178.3 |
5,178.3 |
5,602.7 |
|
S3 |
4,527.8 |
4,799.7 |
5,543.1 |
|
S4 |
3,877.3 |
4,149.2 |
5,364.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,096.0 |
5,557.0 |
539.0 |
8.9% |
232.5 |
3.8% |
90% |
True |
False |
292,602 |
10 |
6,218.0 |
5,557.0 |
661.0 |
10.9% |
184.0 |
3.0% |
73% |
False |
False |
256,312 |
20 |
6,347.0 |
5,557.0 |
790.0 |
13.1% |
144.1 |
2.4% |
61% |
False |
False |
216,479 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.1% |
104.8 |
1.7% |
61% |
False |
False |
165,192 |
60 |
6,347.0 |
5,514.0 |
833.0 |
13.8% |
95.5 |
1.6% |
63% |
False |
False |
110,990 |
80 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
101.2 |
1.7% |
68% |
False |
False |
83,354 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
94.3 |
1.6% |
68% |
False |
False |
66,863 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
92.0 |
1.5% |
68% |
False |
False |
55,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,878.0 |
2.618 |
6,577.7 |
1.618 |
6,393.7 |
1.000 |
6,280.0 |
0.618 |
6,209.7 |
HIGH |
6,096.0 |
0.618 |
6,025.7 |
0.500 |
6,004.0 |
0.382 |
5,982.3 |
LOW |
5,912.0 |
0.618 |
5,798.3 |
1.000 |
5,728.0 |
1.618 |
5,614.3 |
2.618 |
5,430.3 |
4.250 |
5,130.0 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
6,029.7 |
5,987.5 |
PP |
6,016.8 |
5,932.5 |
S1 |
6,004.0 |
5,877.5 |
|